See, this is tricky, because I only started play Civ with any sort of competency with BNW where culture is unimportant to a culture victory(Tourism replaces it), and in BNW the culture buildings are just sort of blank--if you want to do a culture win well, you have to get the good theming wonders and stuff.
In Vanilla-G&K, they are the main route to a cultural victory. So you sorta have to build them. The issue becomes, though, that due to various other elements in the game(Liberty being bonkers, happiness being easier to handle, and no tech cost increase for more citizens), going wide is much better than going tall. Cultural victory in pre-BNW is so much slower and requires so many trade offs vs the benefits of going wide in regards to science/production(not to mention the economic drain that culture buildings provide) that just skipping the middleman and killing everyone or building spaceships is just easier, faster and more efficient.
Even in BNW, where they changed the culture wincon to tourism to help make it on level with the others, it's still slower without a few certain cheese strats(the Sacred Sites religious belief being the most prominent one) and should only be attempted in a serious game if your geographic location is exceptionally poor.
Now, if you're on your own and you want to pursue a culture win, that's obviously fine and all(I like winning by culture or diplomacy in single player because it takes less effort). But it's not efficient.
